For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -29.71% | -22.06% | -43.53% |
| Price Trend ⓘ | -0.82 | -0.58 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.39% | 57.09% | 70.40% |
| Max Drawdown ⓘ | -46.03% | -46.03% | -54.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -0.42 | -0.68 |
| Calmar Ratio ⓘ | -0.65 | -0.48 | -0.81 |
| Sortino Ratio ⓘ | -0.49 | -0.40 | -0.66 |